+454.2%
MDLZ vs GD
+1,479.9%
-1,025.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -1.7% | -5.3% | +3.5% | -0.1% |
| 30D | -2.1% | -6.4% | +4.3% | -0.1% |
| 3M | +1.3% | +5.7% | -4.4% | -0.7% |
| 6M | +6.2% | -0.9% | +7.1% | +6.1% |
| YTD | +15.8% | +8.2% | +7.6% | +12.3% |
| 1Y | +4.1% | +13.4% | -9.3% | -0.6% |
| 3Y | -4.1% | +68.5% | -72.6% | -20.4% |
| 5Y | +13.4% | +97.2% | -83.8% | -11.2% |
| 10Y | +75.7% | +190.2% | -114.5% | +18.2% |
| All | +454.2% | +1,479.9% | -1,025.6% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling